Where the end of the "CREATE PROCEDURE" statement structure?
The answer is simple, the end of the statement batch.

Even if you are using a "BEGIN ... END" statement block,
the stored procedure structure is not going to end at the end of the statement block.
It will continue to the end of the statement batch, usually the GO command.
The tutorial exercise gives you a good example:

What happened here was that the "CREATE TABLE" statement was not executed.
It was included as part of the stored procedure "ShowFaq".
This is why you were getting the error "Invalid object name 'Faq'."